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<strong>Absolute</strong> <strong>stability</strong> <strong>conditions</strong> <strong>for</strong> <strong>some</strong> <strong>scalar</strong><br />

<strong>nonlinear</strong> <strong>time</strong>-<strong>delay</strong> systems with monotone<br />

increasing <strong>nonlinear</strong>ity ⋆<br />

Daniela Danciu ∗<br />

∗ Department of Automatic Control, University of Craiova, A.I.Cuza, 13,<br />

Craiova, RO-200585, Romania (e-mail: daniela@automation.ucv.ro).<br />

Abstract: This paper deals with the analysis of the absolute <strong>stability</strong> <strong>for</strong> a class of <strong>scalar</strong> <strong>nonlinear</strong> <strong>time</strong><strong>delay</strong><br />

systems having monotone increasing <strong>nonlinear</strong>ities. The approach is based on frequency domain<br />

inequalities of Popov type <strong>for</strong> <strong>time</strong>-<strong>delay</strong> systems in the critical case of the transfer function with a simple<br />

zero pole. In order to solve the minmax problem which arises from the frequency domain inequality, the<br />

analytical analysis was completed by numerical computations using MATLAB software package. We<br />

have obtained a <strong>time</strong>-<strong>delay</strong> dependent absolute <strong>stability</strong> condition.<br />

Keywords: <strong>Absolute</strong> <strong>stability</strong>, Frequency domain inequality, Limit <strong>stability</strong>, Time-<strong>delay</strong> system<br />

1. STATE OF THE ART AND PROBLEM STATEMENT<br />

1.1 <strong>Absolute</strong> <strong>stability</strong> and frequency domain inequalities<br />

The above remark will be useful in the next sections. In the sequel<br />

we shall use the following notations regarding the signals<br />

in Fig. 1: µ := µ 1 = −σ 2 and σ := σ 1 = µ 2 .<br />

The property of absolute <strong>stability</strong> had been motivated by Letov<br />

(1955); Letov and Lurie (1957) by the rather poor in<strong>for</strong>mation<br />

about <strong>nonlinear</strong>ity and, as Răsvan (2002) remarks, “in a more<br />

contemporary statement this is nothing else but robust <strong>stability</strong><br />

with respect to <strong>some</strong> kind of <strong>nonlinear</strong> function uncertainty”.<br />

<strong>Absolute</strong> <strong>stability</strong> refers to the global asymptotic <strong>stability</strong> of the<br />

zero equilibrium of the <strong>nonlinear</strong> system<br />

ẋ(t) = Ax − bϕ(c ∗ x) (1)<br />

having sector restricted <strong>nonlinear</strong>ities of the <strong>for</strong>m (see Fig. 2)<br />

0 ≤ ϕ ≤ ϕ(σ)<br />

σ<br />

≤ ϕ ≤ +∞ , ϕ(0) = 0 (2)<br />

the property of the equilibrium being valid <strong>for</strong> all the linear and<br />

<strong>nonlinear</strong> functions verifying (1).<br />

For the absolute <strong>stability</strong> problem, the system under the analysis<br />

(1) might be written as a “negative” feedback connection (Fig.<br />

1) of the linear block L described by<br />

Fig. 1. <strong>Absolute</strong> <strong>stability</strong> feedback structure.<br />

<br />

<br />

<br />

<br />

ẋ(t) = Ax + bµ 1<br />

σ 1 = c ∗ x<br />

with the <strong>nonlinear</strong> block, subject to (2) and described by<br />

(3)<br />

σ 2 = ϕ(µ 2 ) (4)<br />

the interconnection rules being<br />

µ 2 = σ 1 , µ 1 = −σ 2 . (5)<br />

⋆ This work has been partly supported by the Research Project CNCSIS ID-95<br />

Fig. 2. Sector restricted <strong>nonlinear</strong>ities<br />

Concerning the system with the structure in Fig. 1 we recall<br />

here the so-called Aizerman problem (Răsvan et al. (2010)).<br />

Let L be a linear controlled system. If ϕ(σ) is a linear function<br />

ϕ(σ) = hσ, any <strong>stability</strong> criterion would give a sector


h ∈ (ϕ H<br />

,ϕ H ) called the Hurwitz sector which, corresponding to<br />

the necessary and sufficiently <strong>stability</strong> <strong>conditions</strong>, is thus maximal.<br />

If, on the other hand, one considers <strong>nonlinear</strong> functions<br />

verifying (2), then only sufficient global <strong>stability</strong> <strong>conditions</strong><br />

can be obtained (generally speaking) and the resulting maximal<br />

sector will be, as a rule, more narrow than the Hurwitz sector.<br />

The comparison of the two sectors is the Aizerman problem:<br />

the closer they are, the less is the “degree of conservatism”<br />

obtained via the available sufficient <strong>conditions</strong> of absolute <strong>stability</strong><br />

(among which the frequency domain inequalities together<br />

with the Liapunov functions and the Linear Matrix Inequalities<br />

associated to them are the less conservative).<br />

According to Lefschetz (1965), the development of the absolute<br />

<strong>stability</strong> theory has known two periods: the pre-Popov period<br />

and Popov period that started after 1960. Regarding the second<br />

period, this is marked by the frequency domain inequalities<br />

used <strong>for</strong> analyzing the <strong>stability</strong> of <strong>nonlinear</strong> systems. These<br />

were introduced by the Romanian scientist V. M. Popov in his<br />

pioneering paper (Popov (1959)) and became known worldwide<br />

especially after his seminal paper (Popov (1961)).<br />

For the goal of the paper we shall introduce here the absolute<br />

<strong>stability</strong> result based on frequency domain inequality of Popovtype<br />

<strong>for</strong> <strong>time</strong>-<strong>delay</strong> systems in the critical case of a zero root<br />

(a straight<strong>for</strong>ward extension of the Theorem 6.1 in Răsvan<br />

(1975)).<br />

Theorem 1. Consider the control system described by<br />

ẋ(t) = Ax(t) +<br />

σ(t) = c ′ 0x(t) +<br />

r<br />

∑<br />

1<br />

r<br />

∑<br />

1<br />

B k x(t − τ k ) + b 0 ξ (t) +<br />

˙ξ (t) = −ϕ(σ(t)),<br />

c ′ k x(t − τ k) + γ 0 ξ (t) +<br />

r<br />

∑<br />

1<br />

r<br />

∑<br />

1<br />

b k ξ (t − τ k ),<br />

γ k ξ (t − τ k )<br />

where ϕ(σ) is a continuous <strong>nonlinear</strong>ity verifying the <strong>conditions</strong>:<br />

0 < ϕ(σ)<br />

σ<br />

(6)<br />

< k ≤ +∞ , ϕ(0) = 0. (7)<br />

One supposes that the characteristic equation<br />

det<br />

(<br />

sI − A −<br />

has all its roots within C − , and<br />

γ 0 +<br />

r<br />

∑<br />

1<br />

γ i −<br />

(<br />

c ′ 0 +<br />

r<br />

∑c ′ j<br />

1<br />

)(<br />

r<br />

∑<br />

1<br />

A +<br />

B k e −sτ k<br />

r<br />

∑<br />

1<br />

If there exists q ≥ 0 finite such that<br />

where<br />

)<br />

B k<br />

) −1 (b 0 +<br />

= 0 (8)<br />

r<br />

∑<br />

1<br />

b l<br />

)<br />

> 0.<br />

(9)<br />

1<br />

+ Re (1 + ıωq)H(ıω) ≥ 0, (10)<br />

k<br />

H(s) = 1 s<br />

(<br />

[<br />

sI − A −<br />

γ 0 +<br />

r<br />

∑<br />

1<br />

r<br />

∑<br />

1<br />

B k e −sτ k<br />

γ i e −sτ i<br />

+<br />

) −1 (<br />

(<br />

c ′ 0 +<br />

b 0 +<br />

r<br />

∑<br />

1<br />

r<br />

∑<br />

1<br />

c ′ je −sτ j<br />

)<br />

·<br />

b l e −sτ l<br />

) ⎤ ⎦,<br />

(11)<br />

then the system (6) is asymptotic stable <strong>for</strong> every <strong>nonlinear</strong>ity<br />

within the class above defined.<br />

Remark 2. The Theorem 1 ensures absolute <strong>stability</strong> <strong>for</strong> all<br />

<strong>nonlinear</strong>ities which verify (7), yielding the absolute <strong>stability</strong><br />

sector (0,k) which can be compared with the Hurwitz sector in<br />

the Aizerman problem; the fulfilment of the frequency domain<br />

inequality (10) will give the “dimension” of the absolute <strong>stability</strong><br />

sector. The inequality (9) ensures the limit <strong>stability</strong> property<br />

of the linear block in the critical case considered and, is similarly<br />

to the condition (12) in Theorem 4 from the subsection<br />

Limit <strong>stability</strong> property which will follow. The equation (11) is<br />

nothing else that the transfer function of the system (6).<br />

1.2 The limit <strong>stability</strong> property<br />

In connection with absolute <strong>stability</strong> and Aizerman problem<br />

is the limit <strong>stability</strong> property - introduced by Aizerman and<br />

Gantmakher (1963). Consider again the systems having the<br />

structure in Fig. 1 and suppose that the <strong>nonlinear</strong> function is<br />

known with <strong>some</strong> uncertainty. As already said, we call absolute<br />

<strong>stability</strong> a robust version of the <strong>stability</strong> property, i.e. the<br />

<strong>stability</strong> of the zero equilibrium <strong>for</strong> all <strong>nonlinear</strong> and linear<br />

function within the sector (0,k) and belonging to a certain<br />

class of functions. For ensuring the absolute <strong>stability</strong> property, a<br />

necessary and minimal condition would be exponential <strong>stability</strong><br />

<strong>for</strong> a single linear function of the sector. In particular, if L<br />

defines an exponentially stable linear system, the property<br />

(called by Popov (1973) minimal <strong>stability</strong>) holds <strong>for</strong> ϕ(σ) ≡ 0.<br />

But if L is in a critical case i.e. it has the spectrum in C − as<br />

well as on ıR a necessary (and minimal) requirement would be<br />

exponential <strong>stability</strong> <strong>for</strong> ϕ(σ) = εσ with 0 < ε < ε 0 and ε 0 > 0<br />

arbitrarily small. This is called limit <strong>stability</strong> and is in fact a<br />

property of the linear block L; the rigorous definition would be<br />

as follows<br />

Definition 3. Let L be a linear dynamical block described by<br />

<strong>some</strong> input/output operator - a convolution (in the <strong>time</strong> domain)<br />

or a transfer function (in the complex domain) - connecting<br />

the input µ to the output σ. System L is said to have the<br />

limit <strong>stability</strong> property if it is output stabilizable by the output<br />

feedback µ = −εσ with 0 < ε < ε 0 and ε 0 > 0 arbitrarily small.<br />

There are known necessary and sufficient <strong>conditions</strong> <strong>for</strong> limit<br />

<strong>stability</strong> <strong>for</strong> linear block L associated to a strictly proper rational<br />

transfer function - see Aizerman and Gantmakher (1963). They<br />

were extended to “the <strong>delay</strong> case”, i.e. to linear blocks whose<br />

transfer functions are strictly proper meromorphic functions<br />

defined by a ratio of quasi-polynomials; <strong>for</strong> the sake of the<br />

completeness, we shall give in the sequel the main result <strong>for</strong><br />

this case (Răsvan (1975)).<br />

Theorem 4. Consider a linear block with the transfer function<br />

H(s) = N(s)/D(s) where N(s) and D(s) are quasi-polynomials,<br />

H(s) being strictly proper in the sense that the degree of the<br />

principal term of D(s) is larger than that of N(s) and assume<br />

D(s) to have at most a finite number of roots on ıR, the other<br />

roots being in C − . For the limit <strong>stability</strong> of this system it<br />

is necessary and sufficient that the multiplicity of each pole<br />

should be at most 2 and the following <strong>conditions</strong> hold <strong>for</strong> it


a) <strong>for</strong> a simple zero pole<br />

Res H(s)| s=0 > 0 (12)<br />

b) <strong>for</strong> a simple non-zero pole, if the Laurent expansion is<br />

considered<br />

Re H(ıω) =<br />

e −1<br />

+ d 0 − e 1 (ω − ω 0 )−<br />

ω − ω 0<br />

−d 2 (ω − ω 0 ) 2 + ...<br />

Im H(ıω) = −d −1<br />

ω − ω 0<br />

+ e 0 + d 1 (ω − ω 0 )−<br />

−e 2 (ω − ω 0 ) 2 + ...<br />

(13)<br />

and the sequence: d −1 ; e −1 e 0 ; −d 1 ; −e 1 e 2 ; d 3 ; ... is associated,<br />

either d −1 ≠ 0 or e −1 ≠ 0 and the first non-zero term of the<br />

above sequence should be strictly positive;<br />

c) <strong>for</strong> a double zero root, if the Laurent expansion is considered<br />

Re H(ıω) = −d −2<br />

ω 2 + d 0 − d 2 ω 2 + ...<br />

Im H(ıω) = −d −1<br />

ω + d 1ω − d 3 ω 2 + ...<br />

(14)<br />

and the sequence −d −1 ; d 1 ; −d 3 ; ... is associated, then i)<br />

d −2 > 0 and ii) the first non-zero term of the sequence should<br />

be strictly negative;<br />

d) <strong>for</strong> a double non-zero root, if the Laurent expansion is<br />

considered<br />

−d −2<br />

Re H(ıω) =<br />

(ω − ω 0 ) 2 − e −1<br />

+ d 0 −<br />

ω − ω 0<br />

−e 1 (ω − ω 0 ) − ...<br />

−e −2<br />

Im H(ıω) =<br />

(ω − ω 0 ) 2 − d −1<br />

+ e 0 +<br />

ω − ω 0<br />

+d 1 (ω − ω 0 ) − ...<br />

(15)<br />

and the sequence d −1 ; −e 2 0 ; −d 1; −e 2 2 ; ... is associated, then<br />

i) d −2 > 0, e −2 = 0 and ii) the first non-zero element of the<br />

sequence should be strictly positive.<br />

Within the theorem the notion “principal term” is used in the<br />

sense of Pontryagin: if<br />

h(z,w) = ∑ a mn z m w n<br />

m,n<br />

is a polynomial in two variables, a rs z r w s is the principal term of<br />

the polynomial if a rs ≠ 0 and <strong>for</strong> any other term with a mn ≠ 0<br />

one of the following is possible: i) r > m, s > n; ii) r = m, s > n;<br />

iii) r > m, s = n. Note that any quasi-polynomial may be given<br />

the <strong>for</strong>m h(z,e z ) with h(z,w) a polynomial in two variables.<br />

1.3 The mathematical model and the problem statement<br />

where ψ(·) is a monotone increasing <strong>nonlinear</strong>ity, τ > 0 is a<br />

constant <strong>time</strong>-<strong>delay</strong> and the initial condition x(θ) = ϕ(θ), <strong>for</strong><br />

θ ∈ [−τ,0], where ϕ ∈ C (−τ,0;R).<br />

The differential equation (16) may model, <strong>for</strong> instance, the fluid<br />

dynamics in high-per<strong>for</strong>mance networks. We refer here to the<br />

mathematical model proposed in Kelly (2001) <strong>for</strong> describing<br />

the rate control algorithm in order to avoid the congestion in<br />

communication networks. Considering the case when a collection<br />

of flows uses a single resource and shares the same gain<br />

parameter K, the model of Kelly (2001) reads as<br />

ẏ(t) = K[w − y(t − τ)p(y(t − τ))] , K > 0 , w > 0 (17)<br />

where τ > 0, assumed constant, represents the round-trip <strong>time</strong><br />

and p(·) can be viewed as “the probability a packet produces a<br />

congestion indication signal”, thus being “positive, continuous,<br />

strictly increasing function of y and bounded above by unity”<br />

(Kelly (2001)).<br />

We shall turn now to the mathematical model (16). Let x be<br />

the unique equilibrium of (16), thus verifying a = bψ(x)x.<br />

Using a change of the coordinates, ξ = x − x, one can shift the<br />

equilibrium point x to the origin so that the system (16) can be<br />

written into the <strong>for</strong>m:<br />

where the <strong>nonlinear</strong> function<br />

verifies the <strong>conditions</strong><br />

˙ξ = −bφ(ξ (t − τ)) (18)<br />

φ(ξ ) = ψ(x + ξ )(x + ξ ) − ψ(x)x. (19)<br />

φ(0) = 0 , φ(ξ )<br />

ξ<br />

> 0. (20)<br />

Instead (18), we shall consider - without loss of the generality -<br />

the <strong>nonlinear</strong> system<br />

˙ξ = −φ(ξ (t − τ)) (21)<br />

with τ > 0 and ξ (θ) = χ(θ), <strong>for</strong> θ ∈ [−τ,0], where χ ∈<br />

C (−τ,0;R).<br />

The aim of this paper is to obtain <strong>conditions</strong> <strong>for</strong> absolute<br />

<strong>stability</strong> of the class of systems described by (21), where the<br />

<strong>nonlinear</strong>ity φ(·) is a monotone increasing function verifying<br />

(20).<br />

2. THE ABSOLUTE STABILITY RESULT<br />

2.1 The frequency domain condition<br />

Following the absolute <strong>stability</strong> approach which is described in<br />

section I, the system (21) can be written as a negative feedback<br />

connection of the linear block<br />

Consider the class of <strong>scalar</strong> <strong>nonlinear</strong> <strong>time</strong>-<strong>delay</strong> systems described<br />

by<br />

ẋ(t) = a − bx(t − τ)ψ(x(t − τ)) , a > 0 , b > 0 (16)<br />

˙ξ (t) = µ(t)<br />

σ(t) = ξ (t − τ)<br />

with a <strong>nonlinear</strong> one, the interconnection rule being<br />

(22)


µ(t) = −φ(σ(t)). (23)<br />

On the other hand, the system (21) is of the <strong>for</strong>m (6) with<br />

A = b 0 = c 0 = γ 0 = 0 and B k = b k = c k = 0 <strong>for</strong> k = 1,r,<br />

γ 1 := γ = 1. In both cases the transfer function of the linear<br />

block results<br />

H(s) = e−τs<br />

, (24)<br />

s<br />

and one remarks the system is in the critical case a) of the<br />

Theorem 4: a simple zero pole. It can be easily seen that the<br />

linear block has the limit <strong>stability</strong> property since<br />

Res H(s)| s=0 = 1 > 0 (25)<br />

or, equivalent, it is verified the condition (9).<br />

The frequency domain inequality (10) is written in our case as<br />

1<br />

+ Re (1 + ıωθ)e−ıωτ<br />

k ıω = 1 (<br />

k + θ cosωτ − sinωτ )<br />

> 0<br />

ω<br />

(26)<br />

and, dividing by τ > 0 one obtains<br />

1<br />

+ θ 0 cosλ − sinλ > 0 , ∀λ > 0 (27)<br />

k 0 λ<br />

where we denoted λ := ωτ, θ 0 := θ τ and k 0 := kτ. The inequality<br />

(27) can be written as a minimax problem<br />

Let<br />

(<br />

max min θ 0 cosλ − sinλ )<br />

> − 1 . (28)<br />

θ 0 ≥0 λ≥0<br />

λ k 0<br />

f (λ) = θ 0 cosλ − sinλ<br />

λ<br />

, ∀λ > 0 (29)<br />

be the function under evaluation. On can see that f (0) = θ 0 −<br />

1 and the condition f (0) > −<br />

k 1 0<br />

will give θ 0 > 1 −<br />

k 1 0<br />

. For<br />

λ d → ∞ and λ d = nπ the most unfavorable case is cosλ d = −1<br />

and f (λ d ) = −θ 0 > −<br />

k 1 0<br />

gives θ 0 <<br />

k 1 0<br />

. We have obtained the<br />

general boundary <strong>conditions</strong>:<br />

1 − 1 k 0<br />

< θ 0 < 1 k 0<br />

(30)<br />

and one can see that the alternate sign of the function impose<br />

as necessary the condition k 0 < ∞. Also, one remarks the<br />

inequality (30) shows that the larger θ 0 is the smaller is k 0 and<br />

as a consequence the narrow is the absolute <strong>stability</strong> sector.<br />

A summary analysis shows that the interval (0,π) is interesting<br />

<strong>for</strong> the variation of function f . First of all, one observes that the<br />

second term in (29) is the function sinc(λ) = sinλ/λ whose<br />

principal lobe has positive values on (0,π/2) and due to the<br />

minus sign it has a unfavorable influence <strong>for</strong> our minimax<br />

problem. On the other hand, <strong>for</strong> λ ∈ (π/2,π) both terms of the<br />

function have negative values. Evaluating f (π/2) = −2/π ><br />

−1/k 0 , ∀θ 0 we obtain an estimation <strong>for</strong> k 0 :<br />

1 − 1 k 0<br />

< 1 − 2 π < 2 π < − 1 k 0<br />

. (31)<br />

2.2 The analysis of the function on intervals<br />

Concerning the minimax problem, the general analysis of the<br />

function and its derivative<br />

f ′ λ cosλ − sinλ<br />

(λ) = −θ 0 sinλ −<br />

λ 2 (32)<br />

leads to the following remarks:<br />

• λ = nπ: f (nπ) = (−1) n θ 0 which shows again that θ 0<br />

cannot be too large since <strong>for</strong> n = (2p + 1), p = 0,1,...<br />

it would give a more restrictive condition <strong>for</strong> the absolute<br />

<strong>stability</strong> sector: k 0 <<br />

θ 1 0<br />

.<br />

• λ = n<br />

2 π : f ((2p + 1)π + 2 π ) > 0 and it is not important <strong>for</strong><br />

the problem; f (2pπ +<br />

2 π ) = − 1<br />

2pπ+ 2<br />

π < 0 and the smallest<br />

value (having the maximum modulus) is f (<br />

2 π ) = − 2 π .<br />

A. Consider now the interval λ ∈ (0,π).<br />

a) lim λ→0+ f ′ (λ) = 0 which means λ = 0 is an extremum.<br />

Making use of Taylor expansion we obtain f ′ (λ) = (<br />

3 1 −θ 0)λ +<br />

o(λ 2 ) and we deduce that on (0,π): i) if 0 ≤ θ 0 < 1 3 then λ = 0<br />

is a minimum and ii) if θ 0 > 1 3<br />

then λ = 0 is a maximum.<br />

b) Evaluating the derivative in λ =<br />

2 π we obtain an other point<br />

4<br />

of interest <strong>for</strong> our analysis on θ 0 : . For θ<br />

π 2 0 = 4 , f ( π π 2 2 ) = − 2 π<br />

is a minimum on (0,π) and f is strictly increasing <strong>for</strong> θ 0 < 4<br />

π 2<br />

and decreasing otherwise.<br />

We thus have obtained the following intervals of interest <strong>for</strong> θ 0<br />

when λ ∈ (0,π):<br />

• θ 0 ∈ (0, 1 3 ): f (0) = θ 0 − 1 < 2 3<br />

is a minimum on (0,π).<br />

• θ 0 ∈ (<br />

3 1, 4 ): f (0) is a maximum on (0,π) and there exists<br />

π 2<br />

a minimum in (0,<br />

2 π ), then the function rises; f (π) =<br />

−θ 0 < 0; f ′ (π) = 1 π > 0, ∀θ 0.<br />

• θ 0 ∈ ( 4 ,∞): the minimum on (0,π) is within the interval<br />

π 2<br />

(<br />

2 π ,π) and f (λ 0) < − 2 π .<br />

B. The analysis on the intervals (2pπ,(2p + 1)π), p = 1,2,...<br />

gives the following conclusions:<br />

1<br />

• θ 0 <<br />

(2pπ+ 2 π < 1 )2 3<br />

: f has a negative minimum within the<br />

interval (2pπ,2pπ +<br />

2 π ).<br />

1<br />

• θ 0 ><br />

(2pπ+ 2 π : f has a negative minimum within the<br />

)2<br />

interval (2pπ +<br />

2 π ,(2p + 1)π).<br />

C. On the intervals ((2p + 1)π,(2p + 2)π), p = 1,2,... the<br />

extremum points are positive maxima and, are not of interest<br />

<strong>for</strong> our analysis.<br />

We conclude that the intervals of interest <strong>for</strong> checking the<br />

minima have the general <strong>for</strong>m<br />

λ ∈ (2pπ,(2p + 1)π), p = 0,1,.... (33)<br />

Let λ p be the solution of f ′ (λ) = 0 on such an interval; it<br />

verifies also


λ p<br />

tanλ p =<br />

1 − θ 0 λp<br />

2<br />

and one can compute the minimum on the interval<br />

f (λ p ) = [ θ 0 (1 − θ 0 λ 2 p) ] sinλ<br />

λ<br />

(34)<br />

< 0 (35)<br />

Since on such intervals sinc(λ) > 0, it results that <strong>for</strong> p ≥ 1 this<br />

minimum is negative no matter where it is placed: either within<br />

the first or second half of the interval.<br />

We can estimate now that the larger θ 0 > 0 is the smaller<br />

the negative minimum will be. This means that θ 0 cannot be<br />

increased too much since the minimax problem requires the<br />

maximization of the minima with respect to θ 0 .<br />

2.3 The analysis of the local minima on intervals<br />

The sequence of the local minima is defined by the equation<br />

(1 − θ 0 λ 2 )sinλ − λ cosλ = 0 (36)<br />

with the solution defined by (34) and the value of a local<br />

minimum<br />

f (λ p ) =<br />

(<br />

θ 0 +<br />

)<br />

1<br />

θ 0 λp 2 cosλ p . (37)<br />

− 1<br />

The analysis on each interval of interest <strong>for</strong> θ 0 , namely those<br />

we have found in section 2.2 (A and B), is simple but tediously.<br />

It reveals that the function of the minima is the same in all cases<br />

and has the general <strong>for</strong>m<br />

g(x) = − 1 + θ 0(θ 0 x − 1)<br />

√<br />

(θ0 x − 1) 2 + x<br />

where x = λ 2 p ≥ 0. The derivative of the “minima” function<br />

gives the extremum point at<br />

which means θ 0 ≥ 1 3 .<br />

One has thus to solve<br />

g ′ (x) = − (3θ 0 − 1) − θ 2 0 x<br />

2[(θ 0 x − 1) 2 + x] 3 2<br />

x = (3θ 0 − 1)<br />

θ 2 0<br />

⎧<br />

⎫<br />

⎨<br />

max<br />

θ 0 ≥ 3<br />

1 ⎩ − 1 + θ 0(θ 0 λ0 2 √<br />

− 1) ⎬<br />

(θ 0 λ0 2 − 1)2 + λ0<br />

2 ⎭<br />

(38)<br />

(39)<br />

≥ 0, (40)<br />

(41)<br />

where λ 0 is the zero of (36) <strong>for</strong> a choice of θ 0 . One can use <strong>for</strong><br />

this purpose the mathematical software packages.<br />

The significant local minima of the function f , computed by<br />

using MATLAB software <strong>for</strong> θ 0 ≥ 1 3<br />

are given in Table 1.<br />

Fig. 3 and Fig. 4 (the zoom in on (0,π)) show the graphical<br />

representations of f (λ) <strong>for</strong> both cases θ 0 ∈ [ 1 3 , 4 ] and θ<br />

π 2 0 > 4 .<br />

π 2<br />

One can observe that, as we previously have estimated, the<br />

values of minima decrease when θ 0 increases. On the other<br />

hand, it can be seen that <strong>for</strong> any of these functions the smallest<br />

minimum is within the interval (0,π). In order to solve (41) we<br />

have thus to find the maximum of these absolute minima on<br />

(0,π). The curve of the absolute minima of f (λ) with respect<br />

to θ 0 is illustrated in Fig. 5; also, the significant values are in<br />

Table I. We conclude that <strong>for</strong> the case θ 0 ∈ ( 1 3<br />

,∞), the minimum<br />

we search <strong>for</strong> is f min = −0.64968 obtained <strong>for</strong> θ 0 = 0.38.<br />

Fig. 6 shows the curves of f (λ) <strong>for</strong> θ 0 ∈ [0, 1 3<br />

) (the negative<br />

value of θ 0 is taken from curiosity). These confirm that the<br />

absolute minimum is in this case λ = 0 ∈ [0,π). But <strong>for</strong> this<br />

case we have already obtained that f (0) = g(0) = θ 0 − 1 ∈<br />

[−1,− 2 3 ), thus the maximum “absolute minimum” <strong>for</strong> θ 0 ∈<br />

[0, 1 3<br />

) is less than −0.64968, the value of the minimum <strong>for</strong><br />

θ 0 ∈ ( 1 3 ,∞).<br />

We conclude that the solution of the minimax problem (28) is<br />

−0.64968 ≥ − 1 k 0<br />

(42)<br />

and thus we have determined the sector of absolute <strong>stability</strong><br />

The result of our analysis reads as follow<br />

k < 1.5392 . (43)<br />

τ<br />

Consider the <strong>time</strong>-<strong>delay</strong> <strong>nonlinear</strong> system (21) with φ(·) a<br />

continuous monotone increasing <strong>nonlinear</strong>ity. The system is<br />

asymptotic stable <strong>for</strong> all <strong>nonlinear</strong> (and linear) functions verifying<br />

(20) and which are within the sector (0, 1.5392<br />

τ<br />

).<br />

Remark 5. Obviously, the absolute <strong>stability</strong> sector (43) is narrowed<br />

by increasing the <strong>time</strong> <strong>delay</strong>. Regarding the mathematical<br />

model (16) <strong>for</strong> the congestion problem in communication<br />

networks this <strong>time</strong>-<strong>delay</strong> dependent absolute <strong>stability</strong> condition<br />

means that the class of the <strong>nonlinear</strong> functions ψ(·) of the type<br />

(7) is diminished by increasing the round-trip <strong>time</strong> τ.<br />

3. CONCLUSIONS<br />

This paper deals with the analysis of the absolute <strong>stability</strong> <strong>for</strong> a<br />

class of <strong>scalar</strong> <strong>nonlinear</strong> <strong>time</strong>-<strong>delay</strong> systems having monotone<br />

increasing <strong>nonlinear</strong>ities. These systems can be encountered,<br />

<strong>for</strong> instance, as congestion problems in high-per<strong>for</strong>mance communication<br />

networks.<br />

We have used an approach based on frequency domain inequalities<br />

of Popov type <strong>for</strong> <strong>time</strong>-<strong>delay</strong> systems in the critical case of<br />

the transfer function with a simple zero pole. In order to solve<br />

the minmax problem which arises from the frequency domain<br />

inequality, the analytical analysis was completed by numerical<br />

computations using MATLAB software package.<br />

We have obtained a <strong>time</strong>-<strong>delay</strong> dependent absolute <strong>stability</strong><br />

condition i.e. the class of the <strong>nonlinear</strong> functions, and there<strong>for</strong>e<br />

of the <strong>nonlinear</strong> systems under consideration, can be limited by<br />

large <strong>time</strong>-<strong>delay</strong>s (<strong>for</strong> instance, the round-trip <strong>time</strong> in the case<br />

of the congestion problems in high-per<strong>for</strong>mance communication<br />

networks).


f<br />

f<br />

0.8<br />

0.6<br />

0.4<br />

f(λ) <strong>for</strong> θ ∈ (0.37,0.5)<br />

θ = 0.36<br />

θ = 0.375<br />

θ = 0.39<br />

θ = 0.42<br />

θ = 0.45<br />

θ = 0.5<br />

θ = 0.6<br />

0.4<br />

0.2<br />

0<br />

θ ∈ (−0.2, 0.32)<br />

0.2<br />

−0.2<br />

0<br />

−0.4<br />

−0.2<br />

−0.6<br />

−0.4<br />

−0.6<br />

−0.8<br />

−1<br />

θ = − 0.2<br />

θ = 0.1<br />

θ = 0.2<br />

θ = 0.32<br />

−0.8<br />

0 2 4 6 8 10 12 14 16 18 20<br />

λ<br />

Fig. 3. Function f <strong>for</strong> θ ∈ ( 1 3 , 1 2 ).<br />

−0.5<br />

−0.55<br />

−0.6<br />

−0.65<br />

−0.7<br />

f(λ) <strong>for</strong> θ ∈ (0.37,0.5)<br />

0.5 1 1.5 2 2.5<br />

λ<br />

θ = 0.36<br />

θ = 0.375<br />

θ = 0.39<br />

θ = 0.42<br />

θ = 0.45<br />

θ = 0.5<br />

θ = 0.6<br />

Fig. 4. Zoom in: function f <strong>for</strong> λ ∈ (0,π) and θ ∈ ( 1 3 , 1 2 ).<br />

minima<br />

−0.63<br />

−0.64<br />

−0.65<br />

−0.66<br />

−0.67<br />

−0.68<br />

−0.69<br />

−0.7<br />

The curve of the absolute minima<br />

−0.71<br />

0.32 0.34 0.36 0.38 0.4 0.42 0.44 0.46 0.48 0.5<br />

θ<br />

Fig. 5. The absolute minima of f (λ) <strong>for</strong> θ ∈ ( 1 3 , 1 2 ).<br />

REFERENCES<br />

Aizerman, M.A. and Gantmakher, F.R. (1963). <strong>Absolute</strong> <strong>stability</strong><br />

of regulator systems. USSR Academy Publ. House,<br />

Moscow. (in Russian).<br />

−1.2<br />

0 2 4 6 8 10 12 14 16<br />

Fig. 6. Function f <strong>for</strong> θ ∈ (−0.2, 1 3 ,).<br />

Table 1. The maximum minima of f (λ) <strong>for</strong> θ ∈<br />

( 1 3 , 4<br />

π 2 )<br />

θ 0 f (λ 0 )<br />

0.33 -0.6702<br />

0.34 -0.6608<br />

0.35 -0.6548<br />

0.36 -0.6513<br />

0.37 -0.6497<br />

0.38 -0.64968<br />

0.39 -0.6510<br />

0.40 -0.6532<br />

0.41 -0.6563<br />

0.42 -0.6602<br />

Kelly, F. (2001). Mathematical modelling of the internet. In<br />

B. Engquist and W. Schmid (eds.), Mathematics Unlimited -<br />

2001 and Beyond, 685–702. Springer-Verlag, Berlin.<br />

Lefschetz, S. (1965). Stability of <strong>nonlinear</strong> control systems.<br />

Academic Press, New York.<br />

Letov, A.M. (1955). Stability of <strong>nonlinear</strong> control systems:<br />

state of the art. In Proc. 2nd All-Union Conference on Control<br />

Theory. URSS Academic Publishing House, Moscow.<br />

(in Russian).<br />

Letov, A.M. and Lurie, A.I. (1957). Recent research and open<br />

problems in <strong>nonlinear</strong> system <strong>stability</strong>. In Proc. of the URSS<br />

Academy Conference on Scientific Problems of Industrial<br />

Automation. URSS Academic Publishing House, Moscow.<br />

(in Russian).<br />

Popov, V.M. (1959). Stability criteria <strong>for</strong> <strong>nonlinear</strong> control<br />

systems based on laplace trans<strong>for</strong>m. St. Cerc Energetic,<br />

IX(1), 119–136.<br />

Popov, V.M. (1961). On the absolute <strong>stability</strong> of <strong>nonlinear</strong><br />

control systems. Avtom. i telemekhanika, 22(8), 961–979.<br />

Popov, V.M. (1973). Hyper<strong>stability</strong> of Control Systems.<br />

Springer Verlag, Berlin-Heidelberg-New York, 1st edition.<br />

Răsvan, V. (1975). <strong>Absolute</strong> <strong>stability</strong> of <strong>time</strong> lag control systems.<br />

Editura Academiei, Bucharest, 1st edition. (in Romanian;<br />

Russian revised edition by Nauka, Moscow, 1983).<br />

Răsvan, V. (2002). Popov theories and qualitative behavior of<br />

dynamic and control systems. European Journal of Control,<br />

8(3), 190–199.<br />

Răsvan, V., Danciu, D., and Popescu, D. (2010). Frequency<br />

domain <strong>stability</strong> inequalities <strong>for</strong> <strong>nonlinear</strong> <strong>time</strong> <strong>delay</strong> systems.<br />

In Proc. 15th IEEE Mediterranean Electrotechnical<br />

Conference, MELECON. Malta.

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